ScholarGate
Assistent

Sammenlign metoder

Gennemgå dine valgte metoder side om side; rækker, der afviger, er fremhævet.

Bayesiansk Marginal Strukturel Model×Bayesianske instrumentelle variable (Bayesian IV)×
FagområdeKausal inferensKausal inferens
FamilieRegression modelRegression model
Oprindelsesår2015 (Bayesian extension); 2000 (MSM foundation)2003
OphavspersonSaarela, Stephens, Moodie & Klein (Bayesian extension); Robins, Hernan & Brumback (original MSM)Kleibergen & Zivot (2003); Lancaster (2004)
TypeCausal inference / Bayesian weighted regressionCausal inference / Bayesian estimation
Oprindelig kildeSaarela, O., Stephens, D. A., Moodie, E. E. M., & Klein, M. B. (2015). On Bayesian estimation of marginal structural models. Biometrics, 71(2), 279-288. DOI ↗Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. DOI ↗
AliasserBayesian MSM, Bayesian MSM-IPW, Bayesian weighted structural model, Bayesian causal MSMBayesian IV, Bayesian 2SLS, Bayesian LIML, BayesIV
Relaterede66
ResuméBayesian Marginal Structural Model (Bayesian MSM) combines the causal identification power of inverse-probability-weighted marginal structural models with Bayesian posterior inference. Rather than relying on point estimates and asymptotic standard errors, it propagates uncertainty through a full posterior distribution over causal effect parameters, offering coherent uncertainty quantification for causal effects of time-varying treatments.Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small.
ScholarGateDatasæt
  1. v1
  2. 2 Kilder
  3. PUBLISHED
  1. v1
  2. 2 Kilder
  3. PUBLISHED

Gå til søgning Hent slides

ScholarGateSammenlign metoder: Bayesian Marginal Structural Model · Bayesian Instrumental Variables. Hentet 2026-06-17 fra https://scholargate.app/da/compare